Intertemporal asset pricing with bitcoin
Dimitrios Koutmos, James E. Payne
| Year of publication: |
2021
|
|---|---|
| Authors: | Koutmos, Dimitrios ; Payne, James E. |
| Published in: |
Review of quantitative finance and accounting. - Dordrecht [u.a.] : Springer, ISSN 1573-7179, ZDB-ID 2009625-2. - Vol. 56.2021, 2, p. 619-645
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| Subject: | Asset pricing | Bitcoin | Heterogeneous agents | EGARCH | Hodrick-Prescott filter | Markov regime-switching | Theorie | Theory | CAPM | Markov-Kette | Markov chain | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11156-020-00904-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012432684